On the pathwise uniqueness for a class of degenerate Itô-stochastic differential equations

zbMath1515.60201arXiv2108.04713MaRDI QIDQ6171979

Hae Sung Lee

Publication date: 18 July 2023

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2108.04713

zbMATH Keywords

Yamada-Watanabe theoremItô-stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Smoothness and regularity of solutions to PDEs (35B65) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60)

Cites Work

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• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
• Functions of bounded variation, the derivative of the one dimensional maximal function, and applications to inequalities
• SOME NEW RESULTS IN THE THEORY OF CONTROLLED DIFFUSION PROCESSES
• Analytic Theory of Itô-Stochastic Differential Equations with Non-smooth Coefficients

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